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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,042 papers · 148 categories

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16324763 · May 202619922001200920172026
48 results for drought forecasting

Study predicts droughts using ANN models and hydro-meteorological data.

problem Accurate prediction of short and long-term droughts.
method Employed Artificial Neural Network (ANN) models to predict droughts using SPI at different time scales and various hydro-meteorological variables.
result Hydro-meteorological variables significantly improve SPI prediction at different time scales.

Study assesses drought and late-frost risks in Bavaria using vine copulas.

problem Assessing risks of late-frost and drought in Bavaria due to climate change.
method Used vine copula models for non-Gaussian and asymmetric dependencies, with univariate and bivariate regression analyses.
result Identified 'at-risk' regions for forest adaptation.

Recent droughts in the midwestern United States threaten to cause global catastrophe driven by a speculator amplified food price bubble. Here we show the effect of speculators on food prices using a validated quantitative model that accurately describes historical food prices. During the last six years, high and fluctu…

2012-09-27abs ↗pdf ↗

New method combines simple forecasting techniques for river flow predictions.

problem Improving accuracy of long-term hydrological forecasts.
method Combines at least two forecasting methods using median combiner.
result Performs well in long-term forecasts, especially with multiple methods.

Transformer-based diffusion models improve hydrological time series imputation and forecasting.

problem Limited observations in hydrometeorological time series.
method Transformer-based diffusion models applied to hydrological data.
result Transformer-based models efficiently sample realistic time series distributions under variable missing data.

Novel Orlicz regrets consistently bound environmental variable statistics.

problem Consistent evaluation of stochastic environmental variables like water quality indices.
method Proposed novel Orlicz regrets for upper and lower bounds.
result Explicit linkage between Orlicz regrets and divergence risk measures.

Study identifies key drivers and spatio-temporal trends of extreme Mediterranean wildfires.

problem Understanding and predicting the impacts of climate change on wildfire activity.
method Statistical deep-learning model combining meteorological, land cover, and orographic data.
result Vapour-pressure deficit significantly affects wildfire occurrence, while air temperature and drought affect spread.

Geospatial framework assesses climate risks for California's banking and exposed sectors.

problem Evaluating climate risks on banking and exposed sectors in California.
method Integrates hazard mapping, exposure analysis, and scenario-based financial risk assessment.
result Framework supports portfolio monitoring and institutional readiness under new standards.

Paper proposes a framework for probabilistic load forecasting by integrating point forecasts.

problem Short-term load forecasting for power systems energy management.
method Two-stage framework: first stage for point forecasting, second stage for probabilistic forecasting using feature integration.
result Numerical results show effectiveness of the proposed approach in hour-ahead load forecasting.

Combining forecasts of 16 ED causes improves accuracy and stability.

problem Forecasting accuracy and stability for ED admissions is poor due to model uncertainty and limited data.
method High-dimensional forecast combinations of 16 cause-specific ED forecasts using extensive covariates.
result Forecast combinations yield forecast accuracies of 3.81%-23.54% across causes, outperforming individual models in 50% of scenarios.

Conditional forecasts improve performative prediction accuracy.

problem Performative predictions undermine standard forecasting methods.
method Condition forecasts on covariates to make them forecast-invariant.
result Proper scoring rules fail under conditioning, but two solutions are identified.

Study improves seasonal forecasts using deep learning.

problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.

Efficiently estimates GEV distribution parameters using neural networks.

problem Computational intensity of maximum likelihood estimation for GEV distribution.
method Neural network-based likelihood-free estimation method.
result Comparable accuracy to maximum likelihood method with significant speedup.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

MPANF improves naive forecast by incorporating directional information.

problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.

Simplifies forecast combination by using diversity of out-of-sample forecasts.

problem Estimating optimal weights for forecast combinations is challenging.
method Use out-of-sample forecasts to extract features and calculate weights for forecast combination.
result Achieves superior forecasting performance in point forecasts and prediction intervals.

Microdata improves inflation forecasts after major shocks, study finds.

problem Forecasting inflation in a non-stationary environment with microeconomic data.
method Developed a scan test to detect periods of micro forecast outperformance, combined with adaptive machine learning.
result Micro forecasts improve inflation predictions after major shocks, especially after 2020.

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting density forecasts will inevitably be downgraded by model mis-specification. In o…

2011-12-29abs ↗pdf ↗

Paper proposes a new method for selecting the best hierarchical forecasting approach.

problem Selecting the best method for reconciling base forecasts in hierarchical time series.
method Conditional hierarchical forecasting using machine learning and time series features.
result Conditional hierarchical forecasting leads to significantly more accurate forecasts, especially at lower levels.

Proposes a neural network for accurate and reconciled hierarchical time series forecasting.

problem Forecasting and reconciling hierarchical time series data.
method Uses a deep neural network to directly produce accurate and reconciled forecasts, minimizing a customized loss function at training time.
result Our approach outperforms state-of-the-art competitors in hierarchical forecasting on real-world datasets.

This paper reviews forecast combinations over 50 years, highlighting their evolution and utility.

problem Improving forecast accuracy through combining multiple forecasts.
method Evolution of forecast combination methods, from simple to sophisticated.
result Forecast combinations have become a mainstream approach in forecasting.

Deep neural networks improve forecasting of non-stationary time-series data.

problem Forecasting non-stationary time-series data with structural breaks and high volatility.
method Evaluation of DNN models including MLP, CNN, LSTM-RNN, and GRU-RNN on 10 Indian financial stocks.
result DNN models show better performance for single-step forecasting but degrade for multi-step forecasting, especially for long forecast periods.

This paper improves forecast stability without sacrificing accuracy using dynamic loss weighting.

problem Rolling origin forecast instability in time series forecasting.
method Dynamic loss weighting algorithms applied to the N-BEATS model.
result Dynamic loss weighting can further improve forecast stability without compromising accuracy.

A new framework detects forecast model inadequacies using online monitoring of forecast errors.

problem Inaccurate forecasts lead to poor decision-making in complex models.
method Sequential changepoint techniques on forecast errors for real-time identification of process changes.
result The framework identifies shifts in forecast errors faster than in the original models, indicating process changes.

As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally, observed weather data are applied in the solar PV generation forecasting model w…

2017-09-24abs ↗pdf ↗

Develops a method to ensure accurate quantile forecasts across multiple levels.

problem Ensuring accurate quantile forecasts at multiple levels, even under distribution shifts.
method Multi-level quantile tracker (MultiQT) wraps around any forecaster to produce calibrated forecasts.
result Guaranteed calibration of quantile forecasts at multiple levels, even against adversarial shifts.

A new hierarchical forecasting method using machine learning improves forecast accuracy.

problem Improving forecast accuracy in hierarchical forecasting systems.
method Non-linear combination of base forecasts, focusing on both accuracy and coherence.
result The proposed method outperforms existing approaches, especially for diverse series.